Improving Estimation of Demand Elasticities of Institutional Asset Demand
-Econometrics Lunch
Aaron Mora Melendez
University of Pennsylvania
Time Series Dynamics Based On Network Structure
-Econometrics Lunch
Marko Mlikota
University of Pennsylvania
Estimating Growth at Risk with Skewed Stochastic Volatility Models
-Econometrics Lunch
Elias Wolf
Freie Universität Berlin, Visiting student
Do Intermediaries Matter for Stock Returns? A Dynamic Demand System Approach
-Econometrics Lunch
Di Tian
University of Pennsylvania
A Stage-Based Identification of Policy Effects
-Econometrics Lunch
Raül Santaeulàlia-Llopis
Universitat Autonoma de Barcelona, visiting Penn
Shrinkage Estimation of Fixed Effects with Matched Data
-Econometrics Lunch
Sheng Chao Ho
University of Pennsylvania
Exchange Rates, US Monetary Policy and the Global Portfolio Flows
-Econometrics Lunch
Xiaoliang Wang
University of Pennsylvania
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
-Econometrics Lunch
Boyuan Zhang
University of Pennsylvania
Learning Across Bandits in High Dimension via Robust Statistics
-Econometrics Lunch
Kan Xu
University of Pennsylvania
A Truthful Owner-Assisted Scoring Mechanism
-Econometrics Lunch
Weijie Su
Wharton Statistics and Data Science
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